Report NEP-FMK-2001-12-26

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• David Bolder, 2001, "Affine Term-Structure Models: Theory and Implementation," Staff Working Papers, Bank of Canada, number 01-15, DOI: 10.34989/swp-2001-15.
• Item repec:wop:wobadc:2678 is not listed on IDEAS anymore

• Patrick Houweling & Ton Vorst, 2001, "An Empirical Comparison of Default Swap Pricing Models," Finance, University Library of Munich, Germany, number 0112003, Dec.
• Stephen Bond & Jason Cummins, 2001, "Noisy share prices and the Q model of investment," IFS Working Papers, Institute for Fiscal Studies, number W01/22, Sep.
• Bernhard Paasche & Stanley E. Zin, 2001, "Competition and Intervention in Sovereign Debt Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 8679, Dec.
• William N. Goetzmann & Alok Kumar, 2001, "Equity Portfolio Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 8686, Dec.
• Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001, "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8682, Dec.
• Bryan R. Routledge & Stanley E. Zin, 2001, "Model Uncertainty and Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 8683, Dec.